#

monotone-splines

Here is 1 public repository matching this topic...

NaraSiva90 / CMTRateBootstrap

Bootstrap arbitrage-free yield curves from US Treasury CMT rates using piecewise linear or monotone cubic forward interpolation

python bootstrap finance plotly curve-fitting quantitative-finance yield-curve treasury fixed-income curve-construction monotone-splines streamlit

Updated Mar 1, 2026
Python

Improve this page

Add a description, image, and links to the monotone-splines topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the monotone-splines topic, visit your repo's landing page and select "manage topics."